An early warning method for extreme risks in financial markets

Yanying Gao
Langfang Polytechnic Institute,Langfang,065001,China
Na Lv
Langfang Polytechnic Institute,Langfang City, 065001 ,Hebei

DOI:https://doi.org/10.5912/jcb1255

Abstract:

The main purpose of this research study is to describe the early warning method for extreme risk in financial markets. The research study depends upon secondary data analysis. The data was collected from websites, including Google Scholar, and annual financial reports related to extreme risk and financial markets. Excessive risk is the main independent variable, and the financial market includes the bonds, capital, and money markets. These are dependent variables for measuring the research study using E-views software and generating informative results. The descriptive statistic, total equality analysis, significant analysis, correlation coefficient analysis, and histogram and state values are related to the early warning method for extreme risk in financial markets. The overall result found significant links between early warning methods for unnecessary risk in financial markets.